摘要
分析中国大陆现有股票指数的缺陷 ,结合国外及香港股指期货合约的启示 ,讨论成功的标的物指数的特征 ,选择最佳指数的理论依据最小方差模型 ,设计中国大陆股指期货合约 .
This paper analyses the defects of China's present stock indexes,draws inspiration from stock index future contracts of HongKong and other countries, discusses the features of successful end index and theoretical foundation choosing fair indexmode of minimum difference square, and designs the stock index future contract of China.
